Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47416.25 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46021.27 Kr¶

PnL: ---------------------------------------> -867.3 Kr¶

DD now: ---------------------------------> -2.496 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:24:23.865785'

Anic Portfolio¶

Today¶

Return: -0.038 %¶

This Week¶

Return: -1.037 %¶

Total¶

Return: 55.229 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 16.480000 805.600000 132.600000 19.700000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.890000 3438.400000 61.400000 1.820000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Intrum 4 6.940000 567.000000 40.000000 7.590000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.610000 394.400000 39.400000 11.100000 355.000000
Corem Property Group B 59 -1.430000 608.290000 31.290000 5.420000 576.999999
Resurs Holding 22 -0.440000 599.280000 25.280000 4.400000 573.999998
AcadeMedia 12 -0.570000 582.240000 25.240000 4.530000 557.000004
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Securitas B 6 -0.520000 575.760000 5.760000 1.010000 570.000000
Swedbank A 3 -1.860000 568.950000 4.950000 0.880000 564.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Beijer Electronics Group 26 -5.300000 2974.400000 3.400000 0.110000 2971.000006
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
CTEK 13 -0.470000 526.630000 -7.370000 -1.380000 533.999999
Handelsbanken A 5 -1.440000 532.000000 -14.000000 -2.560000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -2.040000 547.800000 -26.200000 -4.560000 574.000000
Nordea Bank Abp 29 -1.350000 3422.000000 -32.000000 -0.930000 3453.999992
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Essity A 4 -1.430000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
Axfood 13 -1.780000 3512.600000 -243.400000 -6.480000 3756.000001
OX2 18 0.510000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46041.270000 -847.300000 -2.45454% 46888.564618

Updated:¶

'2023-01-26 10:23:37.467660'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶